+126.0%
DUK vs VIVK
-100.0%
+226.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.6% |
| 30D | -2.4% | -40.8% | +38.4% | -2.2% |
| 3M | -3.0% | -94.1% | +91.1% | -2.0% |
| 6M | -6.6% | -98.2% | +91.6% | -5.4% |
| YTD | +4.6% | -98.0% | +102.6% | +5.5% |
| 1Y | +1.2% | -100.0% | +101.2% | +3.6% |
| 3Y | +45.7% | -100.0% | +145.6% | +48.6% |
| 5Y | +40.3% | -100.0% | +140.3% | +43.2% |
| All | +126.0% | -100.0% | +226.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling